Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47864.91 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46469.96 Kr¶

PnL: ---------------------------------------> -418.61 Kr¶

DD now: ---------------------------------> -1.573 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 15:10:29.239920'

Anic Portfolio¶

Today¶

Return: -0.1 %¶

This Week¶

Return: -0.1 %¶

Total¶

Return: 56.697 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.980000 3208.400000 237.400000 7.990000 2971.000006
HEBA B 70 2.540000 2824.500000 188.500000 7.150000 2636.000010
FM Mattsson Mora Group B 50 0.170000 2980.000000 53.000000 1.810000 2927.000000
AcadeMedia 12 0.850000 598.320000 41.320000 7.420000 557.000004
Corem Property Group B 59 0.480000 616.550000 39.550000 6.850000 576.999999
Samhällsbyggnadsbo. i Norden B 20 2.790000 391.200000 36.200000 10.200000 355.000000
MedCap 2 2.700000 457.000000 36.000000 8.550000 421.000000
HMS Networks 2 3.330000 707.600000 34.600000 5.140000 673.000000
Boozt 12 0.000000 1686.000000 32.000000 1.930000 1653.999996
Resurs Holding 22 -0.440000 598.400000 24.400000 4.250000 573.999998
SAAB B 8 -1.280000 3396.000000 19.000000 0.560000 3377.000000
OEM International B 7 0.000000 546.000000 18.000000 3.410000 527.999997
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
Intrum 4 1.570000 544.400000 17.400000 3.300000 527.000000
Norva24 Group 16 0.000000 560.000000 17.000000 3.130000 543.000000
Fastighetsbolag. Emilshus Pref 21 1.670000 576.450000 14.450000 2.570000 562.000005
Coor Service Management Hold. 8 1.640000 544.000000 12.000000 2.260000 532.000000
Securitas B 6 1.890000 574.680000 4.680000 0.820000 570.000000
Karnov Group 9 -0.170000 540.000000 4.000000 0.750000 536.000004
Swedbank A 3 0.030000 567.450000 3.450000 0.610000 564.000000
CTEK 13 1.280000 536.770000 2.770000 0.520000 533.999999
Creaspac SPAC 6 -0.210000 576.600000 -0.400000 -0.070000 577.000002
Samhällsbyggnadsbo. i Norden D 12 1.890000 245.520000 -0.480000 -0.200000 246.000000
Handelsbanken A 5 0.140000 544.750000 -1.250000 -0.230000 546.000000
Nordea Bank Abp 29 0.020000 3449.260000 -4.740000 -0.140000 3453.999992
Essity B 2 -2.220000 564.600000 -9.400000 -1.640000 574.000000
Midsona B 63 2.020000 571.410000 -11.590000 -1.990000 582.999984
Essity A 4 -1.570000 1132.000000 -17.000000 -1.480000 1149.000000
Sampo Oyj SDB 7 -0.270000 3832.500000 -17.500000 -0.450000 3850.000000
International Petroleum Corp. 5 3.740000 568.500000 -26.070000 -4.380000 594.565215
Vivesto 1368 -2.610000 542.000000 -71.000000 -11.580000 612.999432
Axfood 13 0.040000 3662.100000 -93.900000 -2.500000 3756.000001
OX2 18 -0.930000 1435.500000 -228.500000 -13.730000 1663.999992
Fasadgruppen Group 35 0.400000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 0.180000 2886.000000 -476.000000 -14.160000 3361.999992
TOTAL 46473.260000 -415.310000 -1.56628% 46888.564618

Updated:¶

'2023-01-23 15:09:41.724992'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶